Arsenal have won trophies in each of the past four seasons, claiming the FA Cup (2014, 2015 and 2017) and Community Shield (2014 and 2015).

Wenger believes his team's history counts for something heading into the decider against City at Wembley.

"When you come through such a long way, you go to the final, you don't want to lose it," he said.

"You want to win it. At the end of the day, you have to be cool. Because Manchester City is dominating the league in the head of everybody and so maybe we are more underdogs than in the FA Cup semi-final [last season, which Arsenal won 2-1].

"We are maybe underdogs but we have to believe in our quality. The history, the fact we have done it before, shows why not do it again?"